Two-parameter Lévy processes: Ito formula, semigroups, and generators
We consider random Lévy fields, i.e., stationary fields continuous in probability and having independent increments. We prove that the trajectories of such fields have at most one jump on every line parallel to the axes. We derive an expression for the Ito change of variables for Lévy fields. We als...
Gespeichert in:
| Datum: | 1995 |
|---|---|
| 1. Verfasser: | |
| Format: | Artikel |
| Sprache: | English |
| Veröffentlicht: |
Інститут математики НАН України
1995
|
| Schriftenreihe: | Український математичний журнал |
| Schlagworte: | |
| Tags: |
Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
|
| Назва журналу: | Digital Library of Periodicals of National Academy of Sciences of Ukraine |
| Zitieren: | Two-parameter Lévy processes: Ito formula, semigroups, and generators / Yu.S. Mishura // Український математичний журнал. — 1995. — Т. 47, № 7. — С. 952–961. — Бібліогр.: 11 назв. — англ. |
Institution
Digital Library of Periodicals of National Academy of Sciences of UkraineSchreiben Sie den ersten Kommentar!